An infinite-dimensional approach to path-dependent Kolmogorov equations

In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated and solved both in the space of $L^p$ paths and in the space of continuous paths using the associated stochastic differential equation, thus establishing a relation between path-dependent SDEs and PDEs in analogy with the classical case. Finally, it is shown how to establish a connection between such Kolmogorov equation and the analogue finite-dimensional equation that can be formulated in terms of the path-dependent derivatives recently introduced by Dupire, Cont and Fourni\'{e}.Comment: Published at http://dx.doi.org/10.1214/15-AOP1031 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Triple covers and a non-simply connected surface spanning an elongated tetrahedron and beating the cone

By using a suitable triple cover we show how to possibly model the construction of a minimal surface with positive genus spanning all six edges of a tetrahedron, working in the space of BV functions and interpreting the film as the boundary of a Caccioppoli set in the covering space. After a question raised by R. Hardt in the late 1980's, it seems common opinion that an area-minimizing surface of this sort does not exist for a regular tetrahedron, although a proof of this fact is still missing. In this paper we show that there exists a surface of positive genus spanning the boundary of an elongated tetrahedron and having area strictly less than the area of the conic surface.Comment: Expanding on the previous version with additional lower bounds, new images, corrections and improvements. Comparison with Reifenberg approac

Array Convolutional Low-Density Parity-Check Codes

This paper presents a design technique for obtaining regular time-invariant low-density parity-check convolutional (RTI-LDPCC) codes with low complexity and good performance. We start from previous approaches which unwrap a low-density parity-check (LDPC) block code into an RTI-LDPCC code, and we obtain a new method to design RTI-LDPCC codes with better performance and shorter constraint length. Differently from previous techniques, we start the design from an array LDPC block code. We show that, for codes with high rate, a performance gain and a reduction in the constraint length are achieved with respect to previous proposals. Additionally, an increase in the minimum distance is observed.Comment: 4 pages, 2 figures, accepted for publication in IEEE Communications Letter

Progressive Differences Convolutional Low-Density Parity-Check Codes

We present a new family of low-density parity-check (LDPC) convolutional codes that can be designed using ordered sets of progressive differences. We study their properties and define a subset of codes in this class that have some desirable features, such as fixed minimum distance and Tanner graphs without short cycles. The design approach we propose ensures that these properties are guaranteed independently of the code rate. This makes these codes of interest in many practical applications, particularly when high rate codes are needed for saving bandwidth. We provide some examples of coded transmission schemes exploiting this new class of codes.Comment: 8 pages, 2 figures. Accepted for publication in IEEE Communications Letters. Copyright transferred to IEE

Time-Invariant Spatially Coupled Low-Density Parity-Check Codes with Small Constraint Length

We consider a special family of SC-LDPC codes, that is, time-invariant LDPCC codes, which are known in the literature for a long time. Codes of this kind are usually designed by starting from QC block codes, and applying suitable unwrapping procedures. We show that, by directly designing the LDPCC code syndrome former matrix without the constraints of the underlying QC block code, it is possible to achieve smaller constraint lengths with respect to the best solutions available in the literature. We also find theoretical lower bounds on the syndrome former constraint length for codes with a specified minimum length of the local cycles in their Tanner graphs. For this purpose, we exploit a new approach based on a numerical representation of the syndrome former matrix, which generalizes over a technique we already used to study a special subclass of the codes here considered.Comment: 5 pages, 4 figures, to be presented at IEEE BlackSeaCom 201

Design and Analysis of Time-Invariant SC-LDPC Convolutional Codes With Small Constraint Length

In this paper, we deal with time-invariant spatially coupled low-density parity-check convolutional codes (SC-LDPC-CCs). Classic design approaches usually start from quasi-cyclic low-density parity-check (QC-LDPC) block codes and exploit suitable unwrapping procedures to obtain SC-LDPC-CCs. We show that the direct design of the SC-LDPC-CCs syndrome former matrix or, equivalently, the symbolic parity-check matrix, leads to codes with smaller syndrome former constraint lengths with respect to the best solutions available in the literature. We provide theoretical lower bounds on the syndrome former constraint length for the most relevant families of SC-LDPC-CCs, under constraints on the minimum length of cycles in their Tanner graphs. We also propose new code design techniques that approach or achieve such theoretical limits.Comment: 30 pages, 5 figures, accepted for publication in IEEE Transactions on Communication